CME Pit-Traded Soybean Future May 2009


Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 1596-0 1531-0 -65-0 -4.1% 1593-0
High 1596-0 1573-0 -23-0 -1.4% 1628-0
Low 1537-0 1521-0 -16-0 -1.0% 1510-0
Close 1536-0 1569-4 33-4 2.2% 1610-0
Range 59-0 52-0 -7-0 -11.9% 118-0
ATR
Volume 689 1,053 364 52.8% 5,211
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 1710-4 1692-0 1598-1
R3 1658-4 1640-0 1583-6
R2 1606-4 1606-4 1579-0
R1 1588-0 1588-0 1574-2 1597-2
PP 1554-4 1554-4 1554-4 1559-1
S1 1536-0 1536-0 1564-6 1545-2
S2 1502-4 1502-4 1560-0
S3 1450-4 1484-0 1555-2
S4 1398-4 1432-0 1540-7
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 1936-5 1891-3 1674-7
R3 1818-5 1773-3 1642-4
R2 1700-5 1700-5 1631-5
R1 1655-3 1655-3 1620-7 1678-0
PP 1582-5 1582-5 1582-5 1594-0
S1 1537-3 1537-3 1599-1 1560-0
S2 1464-5 1464-5 1588-3
S3 1346-5 1419-3 1577-4
S4 1228-5 1301-3 1545-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1628-0 1521-0 107-0 6.8% 40-6 2.6% 45% False True 1,190
10 1642-0 1510-0 132-0 8.4% 35-6 2.3% 45% False False 1,235
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 1-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1794-0
2.618 1709-1
1.618 1657-1
1.000 1625-0
0.618 1605-1
HIGH 1573-0
0.618 1553-1
0.500 1547-0
0.382 1540-7
LOW 1521-0
0.618 1488-7
1.000 1469-0
1.618 1436-7
2.618 1384-7
4.250 1300-0
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 1562-0 1565-7
PP 1554-4 1562-1
S1 1547-0 1558-4

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols